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Hidden Markov Models in Finance - Rogemar S. Mamon
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Rogemar S. Mamon:

Hidden Markov Models in Finance - hardcover

2007, ISBN: 0387710817

[EAN: 9780387710815], New book, [PU: SPRINGER NATURE Apr 2007], BUSINESS / ECONOMICS FINANCE; & OPERATIONS RESEARCH; MATHEMATICS APPLIED; PROBABILITY STATISTICS GENERAL, This item is prin… More...

NEW BOOK. Shipping costs: EUR 21.46 BuchWeltWeit Inh. Ludwig Meier e.K., Bergisch Gladbach, Germany [57449362] [Rating: 5 (of 5)]
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Hidden Markov Models in Finance - Rogemar S. Mamon and Robert J. Elliott
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Rogemar S. Mamon and Robert J. Elliott:

Hidden Markov Models in Finance - used book

ISBN: 9780387710815

A digital copy of "Hidden Markov Models in Finance" by Rogemar S. Mamon and Robert J. Elliott. Download is immediately available upon purchase! 9780387710815,0387710817,hidden,markov,mode… More...

Download INSTANTLY! Format: VitalSource. Type: . Copying: Allowed, .2Â.3 selections may be copied daily for 2Â.30 days. Printable: Allowed, .2Â.3 prints daily for 2Â.30 days. Expires: No Expiration. Read Aloud?: Allowed. Sharing: Not Allowed. Software: Online: No additional software required <br> Offline: VitalSource Bookshelf. Shipping to USA only! Textbooks. Shipping costs: EUR 0.00
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Mamon, Rogemar S.:
Hidden Markov Models in Finance (Volume 104) - hardcover

2007

ISBN: 0387710817

[EAN: 9780387710815], Gebraucht, wie neu, [PU: Springer/Sci-Tech/Trade 2007-04-24], Item is in new condition., Books

NOT NEW BOOK. Shipping costs: EUR 68.73 LowKeyBooks, Sumas, WA, U.S.A. [65875000] [Rating: 5 (von 5)]
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Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104)
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Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104) - hardcover

2007, ISBN: 0387710817

[EAN: 9780387710815], New book, [PU: Springer], Books

NEW BOOK. Shipping costs: EUR 3.99 Lucky's Textbooks, Dallas, TX, U.S.A. [60577173] [Rating: 5 (of 5)]
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Rogemar S. Mamon:
Hidden Markov Models in Finance - hardcover

2007, ISBN: 0387710817

[EAN: 9780387710815], Neubuch, [PU: Springer], PRINT ON DEMAND Book; New; Fast Shipping from the UK., Books

NEW BOOK. Shipping costs: EUR 1.73 Ria Christie Collections, Uxbridge, United Kingdom [59718070] [Rating: 5 (von 5)]
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Details of the book
Hidden Markov Models in Finance
Author:
Title:
ISBN:

9780387710815


A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events - the random "noise" of financial markets - to analyze core components.

Details of the book - Hidden Markov Models in Finance


EAN (ISBN-13): 9780387710815
ISBN (ISBN-10): 0387710817
Hardcover
Publishing year: 2007
Publisher: Springer-Verlag GmbH
188 Pages
Weight: 0,435 kg
Language: eng/Englisch

Book in our database since 2007-07-07T22:38:43+01:00 (London)
Detail page last modified on 2023-11-04T14:42:22+00:00 (London)
ISBN/EAN: 9780387710815

ISBN - alternate spelling:
0-387-71081-7, 978-0-387-71081-5
Alternate spelling and related search-keywords:
Book author: elliott, robert elliot
Book title: operations research, operations management, research finance, international management, hidden markov models, management series

Information from Publisher

Author: Rogemar S. Mamon; Robert J Elliott
Title: International Series in Operations Research & Management Science; Hidden Markov Models in Finance
Publisher: Springer; Springer US
186 Pages
Publishing year: 2007-04-24
New York; NY; US
Printed / Made in
Language: English
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
POD
XX, 186 p.

BB; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Unternehmensforschung; Verstehen; Finance; Markov; Markov chain; Markov model; Markov models; Variance; credit risk modeling; early warning systems; interest rates; inventory system; life insurance valuation; market risk; model; modeling; regime-switching; Operations Research and Decision Theory; Financial Economics; Mathematical Modeling and Industrial Mathematics; Probability Theory; Business and Management; Operations Research, Management Science; Management: Entscheidungstheorie; Finanzenwesen und Finanzindustrie; Mathematische Modellierung; Mathematik für Ingenieure; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Betriebswirtschaft und Management; BC

An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk.- The Term Structure of Interest Rates in a Hidden Markov Setting.- On Fair Valuation of Participating Life Insurance Policies With Regime Switching.- Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets.- Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality.- Expected Shortfall Under a Model With Market and Credit Risks.- Filtering of Hidden Weak Markov Chain -Discrete Range Observations.- Filtering of a Partially Observed Inventory System.- An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market.- Early Warning Systems for Currency Crises: A Regime-Switching Approach.
Robert J. Elliott is a distinguished research professor who has developed the area of Hidden Markov Models and Rogemar Mamon is a young researcher who is focusing his research efforts in this area. Robert Elliott has published exclusively in the area of Hidden Markov Models, and he is the author of leading books in the field — Hidden Markov Models and Mathematics of Financial Markets Leading researchers have been commissioned to do chapter treatments on the following topics: Option Pricing, Interest Rate Theory, Credit Risk Modeling, Portfolio Optimization and Asset Allocation, Volatility Estimation, Electricity and other Commodity Pricing, and Real Options Includes supplementary material: sn.pub/extras
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